JSL
Jindal Stainless Limited
Historical option data for JSL
12 Dec 2024 01:04 PM IST
| JSL 26DEC2024 790 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 0.42
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 749.95 | 4.85 | -2.25 | 28.98 | 4 | 1 | 26 | |||
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| 11 Dec | 747.10 | 7.1 | -0.90 | 34.43 | 22 | -2 | 34 | |||
| 10 Dec | 746.65 | 8 | -1.10 | 35.47 | 11 | 8 | 34 | |||
| 9 Dec | 747.05 | 9.1 | 0.85 | 36.02 | 84 | 1 | 21 | |||
| 6 Dec | 741.60 | 8.25 | 4.75 | 33.26 | 30 | 8 | 20 | |||
| 5 Dec | 728.85 | 3.5 | -4.50 | 27.83 | 18 | 4 | 5 | |||
| 4 Dec | 734.00 | 8 | 8.00 | 34.93 | 15 | 2 | 2 | |||
| 3 Dec | 716.05 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Jindal Stainless Limited - strike price 790 expiring on 26DEC2024
Delta for 790 CE is 0.21
Historical price for 790 CE is as follows
On 12 Dec JSL was trading at 749.95. The strike last trading price was 4.85, which was -2.25 lower than the previous day. The implied volatity was 28.98, the open interest changed by 1 which increased total open position to 26
On 11 Dec JSL was trading at 747.10. The strike last trading price was 7.1, which was -0.90 lower than the previous day. The implied volatity was 34.43, the open interest changed by -2 which decreased total open position to 34
On 10 Dec JSL was trading at 746.65. The strike last trading price was 8, which was -1.10 lower than the previous day. The implied volatity was 35.47, the open interest changed by 8 which increased total open position to 34
On 9 Dec JSL was trading at 747.05. The strike last trading price was 9.1, which was 0.85 higher than the previous day. The implied volatity was 36.02, the open interest changed by 1 which increased total open position to 21
On 6 Dec JSL was trading at 741.60. The strike last trading price was 8.25, which was 4.75 higher than the previous day. The implied volatity was 33.26, the open interest changed by 8 which increased total open position to 20
On 5 Dec JSL was trading at 728.85. The strike last trading price was 3.5, which was -4.50 lower than the previous day. The implied volatity was 27.83, the open interest changed by 4 which increased total open position to 5
On 4 Dec JSL was trading at 734.00. The strike last trading price was 8, which was 8.00 higher than the previous day. The implied volatity was 34.93, the open interest changed by 2 which increased total open position to 2
On 3 Dec JSL was trading at 716.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| JSL 26DEC2024 790 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 749.95 | 99.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 747.10 | 99.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 746.65 | 99.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 747.05 | 99.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 741.60 | 99.25 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 728.85 | 99.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 734.00 | 99.25 | 99.25 | - | 0 | 0 | 0 |
| 3 Dec | 716.05 | 0 | 0.00 | 0 | 0 | 0 | |
For Jindal Stainless Limited - strike price 790 expiring on 26DEC2024
Delta for 790 PE is -
Historical price for 790 PE is as follows
On 12 Dec JSL was trading at 749.95. The strike last trading price was 99.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec JSL was trading at 747.10. The strike last trading price was 99.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec JSL was trading at 746.65. The strike last trading price was 99.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec JSL was trading at 747.05. The strike last trading price was 99.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec JSL was trading at 741.60. The strike last trading price was 99.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec JSL was trading at 728.85. The strike last trading price was 99.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec JSL was trading at 734.00. The strike last trading price was 99.25, which was 99.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec JSL was trading at 716.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
